-33.2%
KWEB vs GFI
+5.1%
-38.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | +8.6% | +7.7% | +0.9% | +7.4% |
| 30D | +0.9% | +4.6% | -3.7% | +0.1% |
| 3M | -13.2% | +3.8% | -17.0% | -14.5% |
| 6M | -13.2% | -7.3% | -5.9% | -12.8% |
| YTD | -27.3% | -8.8% | -18.5% | -27.7% |
| 1Y | -33.2% | +4.3% | -37.6% | -35.9% |
| All | -33.2% | +5.1% | -38.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling